-67.7%
ENPH vs FHN
+134.1%
-201.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.8% | +7.2% |
| 7D | +9.3% | +2.7% | +6.6% | +8.1% |
| 30D | -7.3% | -3.1% | -4.2% | -6.3% |
| 3M | -31.7% | +2.3% | -34.1% | -32.6% |
| 6M | -3.5% | +9.7% | -13.2% | -7.1% |
| YTD | +21.2% | +4.7% | +16.4% | +18.8% |
| 1Y | +0.1% | +13.8% | -13.7% | -5.0% |
| 3Y | -67.7% | +131.6% | -199.3% | -83.1% |
| All | -67.7% | +134.1% | -201.8% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling